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BY-NC-ND 3.0 license Open Access Published by De Gruyter Open Access September 12, 2016

Editors’ Summary for the Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics

  • Jeffrey J. Hunter
From the journal Special Matrices
https://doi.org/10.1515/spma-2016-0031
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Published Online: 2016-9-12

©2016 Jeffrey J. Hunter

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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From the journal
Special Matrices
Special Matrices
Volume 4 Issue 1
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Journal and Issue

Articles in the same Issue

Regular articles
Pentadiagonal Companion Matrices
Matrix and discrepancy view of generalized random and quasirandom graphs
The Smith normal form of product distance matrices
Nonlinear maps preserving Lie products on triangular algebras
Sufficient conditions to be exceptional
Orthogonal diagonalization for complex skew-persymmetric anti-tridiagonal Hankel matrices
Preserving zeros of Lie product on alternate matrices
On some characterizations of strong power graphs of finite groups
On the cardinality of complex matrix scalings
Ranks of permutative matrices
Zero-one completely positive matrices and the A(R, S) classes
A class of cyclic (v; k1, k2, k3; λ) difference families with v ≡ 3 (mod 4) a prime
Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
Antieigenvalue analysis for continuum mechanics, economics, and number theory
Unified speed estimation of various stabilities
Studying the various properties of MIN and MAX matrices - elementary vs. more advanced methods
Generation of all magic squares of order 5 and interesting patterns finding
Matrix rank/inertia formulas for least-squares solutions with statistical applications
Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
Why the Kemeny Time is a constant
On a criterion of D-stability for P-matrices
Regularization for high-dimensional covariance matrix
Nonlinear Markov processes in big networks
Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
Sensitivity analysis in linear models
Professor Haruo Yanai and multivariate analysis
Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix
Editors’ Summary for the Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
Special Issue: 5th International Conference on Matrix Analysis and Applications
Essential sign change numbers of full sign pattern matrices
A Lie product type formula in Euclidean Jordan algebras
Some norm inequalities for special Gram matrices
An update on a few permanent conjectures
On numerical range of sp(2n, C)
Derivatives of orbital function and an extension of Berezin-Gel’fand’s theorem
Characterizations of the distribution of the Demmel condition number of real Wishart matrices
Editors’ Summary of the Special Issue dedicated to the 5th International Conference on Matrix Analysis and Applications
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